Solving Exact Ordinary Differential Equations

(ODEs)

1 Introduction
1.1 Level Set Definition
A level set of a function f (x, y) is the set of all points (x, y) such that:

f (x, y) = C

For example, consider:

f (x, y) = x2 + y 2

The level set x2 + y 2 = C is:

• If C = 0, it corresponds to the origin (0, 0).
• If C = 1, it represents the unit circle x2 + y 2 = 1.
For functions like:

f (x) = |x|

The level sets are determined based on the value of C.

2 When Are Level Sets Solutions of ODEs?

2.1 Example: The Circle
The equation for a circle with radius r is:

x2 + y 2 = r 2

Differentiate both sides with respect to x:

d 2 d 2
(x + y 2 ) = (r )
dx dx
Using the chain rule and implicit differentiation, this results in:

1
 dy
2x + 2y =0
dx
This leads to the first-order ODE:
dy
x+y =0
dx
The general solution to this ODE is:

x2 + y 2 = r 2

This shows how level sets, such as circles, can represent solutions to ODEs.

3 Exact Differential Equations

3.1 General Form
A first-order differential equation can be written in the form:
dy
M (x, y) + N (x, y) =0
dx
This equation is exact if there exists a function F (x, y) such that:

∂F ∂F
= M (x, y) and = N (x, y)
∂x ∂y

3.2 Test for Exactness

To determine if the equation is exact, check the following condition:
∂M ∂N
=
∂y ∂x
If this condition is satisfied, then the differential equation is exact, and we
can proceed to find the solution.

4 Steps to Solve Exact Differential Equations

4.1 Step 1: Test for Exactness
Check if the equation satisfies the condition for exactness:
∂M ∂N
=
∂y ∂x
If this holds true, the equation is exact.

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4.2 Step 2: Find the Potential Function F (x, y)
To find F (x, y), perform the following integration:
Z
F (x, y) = M (x, y) dx + g(y)

Here, g(y) is a function of y that must be determined.

4.3 Step 3: Differentiate to Find g(y)

Differentiate F (x, y) with respect to y:
Z 
∂F d
= M (x, y) dx + g(y)
∂y dy

Set this equal to N (x, y):

∂F
= N (x, y)
∂y

This equation helps determine g ′ (y). Once you have g ′ (y), integrate it to
find g(y).

4.4 Step 4: Write the Final Solution

After determining g(y), the final solution is given by:

F (x, y) = C

where C is a constant. This provides the implicit solution to the exact

differential equation.

5 Example: Solving an Exact ODE

Consider the exact differential equation:
dy
14xy 3 + 21x2 y 2 =0
dx

5.1 Step 1: Test for Exactness

Here, M (x, y) = 14xy 3 and N (x, y) = 21x2 y 2 . Compute the partial derivatives:

∂M ∂N
= 42xy 2 and = 42xy 2
∂y ∂x
∂M ∂N
Since ∂y = ∂x , the equation is exact.

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5.2 Step 2: Find the Potential Function
Integrate M (x, y) = 14xy

5.3 Step 2: Find the Potential Function

Integrate M (x, y) = 14xy 3 with respect to x:
Z
F (x, y) = 14xy 3 dx = 7x2 y 3 + g(y)

5.4 Step 3: Find g(y)

Differentiate F (x, y) with respect to y:

∂F
= 21x2 y 2 + g ′ (y)
∂y

Set this equal to N (x, y) = 21x2 y 2 :

21x2 y 2 + g ′ (y) = 21x2 y 2

Thus, g ′ (y) = 0, which means g(y) is a constant, say K.

5.5 Step 4: Final Solution

The potential function is:

F (x, y) = 7x2 y 3 + K

Set F (x, y) = C:

7x2 y 3 + K = C

Rearrange to obtain the implicit solution:

C −K
x2 y 3 =
7
We can absorb the constant K into C, yielding the final solution:

x2 y 3 = C ′

6 Additional Example
Consider the exact ODE:
dy
x cos(xy) + y cos(xy) =0
dx

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6.1 Step 1: Test for Exactness
Here, M (x, y) = x cos(xy) and N (x, y) = y cos(xy). We check the exactness
condition:
∂M
= cos(xy) − xy sin(xy)
∂y

∂N
= cos(xy) − xy sin(xy)
∂x
∂M ∂N
Since ∂y = ∂x , the equation is exact.

6.2 Step 2: Find the Potential Function

Integrate M (x, y) = x cos(xy) with respect to x:
Z
F (x, y) = x cos(xy) dx

Using substitution u = xy, the integral becomes:

sin(xy)
F (x, y) = + g(y)
y

6.3 Step 3: Find g(y)

Differentiate F (x, y) with respect to y:
 
∂F ∂ sin(xy)
= + g(y)
∂y ∂y y

Set this equal to N (x, y) = y cos(xy) and solve for g ′ (y). Integrate to find
g(y).

6.4 Step 4: Final Solution

Once g(y) is determined, substitute it back into F (x, y) and set F (x, y) = C to
get the implicit solution to the exact ODE.

7 Non-Exact Equations
If the equation is not exact, we can sometimes make it exact by multiplying
the equation by an integrating factor, which can be a function of x, y, or both.
The integrating factor converts the non-exact equation into an exact one, after
which the methods discussed above can be applied.

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8 Example: Solving Another ODE
Consider the following ODE:
dy
14xy 3 + 21x2 y 2 =0
dx

8.1 Step 1: Test for Exactness

Given M (x, y) = 14xy 3 and N (x, y) = 21x2 y 2 , check the exactness condition:

∂M ∂N
= 42xy 2 and = 42xy 2
∂y ∂x
∂M ∂N
Since ∂y = ∂x , the equation is exact.

8.2 Step 2: Find the Potential Function

Integrate M (x, y) with respect to x:
Z
F (x, y) = 14xy 3 dx = 7x2 y 3 + g(y)

8.3 Step 3: Find g(y)

Differentiate F (x, y) with respect to y:

∂F
= 21x2 y 2 + g ′ (y)
∂y

Set this equal to N (x, y) = 21x2 y 2 :

21x2 y 2 + g ′ (y) = 21x2 y 2

This gives:

g ′ (y) = 0

So, g(y) is a constant, say K.

8.4 Step 4: Final Solution

Now, the potential function becomes:

F (x, y) = 7x2 y 3 + K

Set F (x, y) = C, where C is a constant, giving:

7x2 y 3 + K = C

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 Rearranging, we get:
C −K
x2 y 3 =
7
Since K is a constant, it can be absorbed into C, yielding the final solution:

x2 y 3 = C ′

9 Another Example: Non-Exact ODEs

Consider the differential equation:
dy
x cos(xy) + y cos(xy) =0
dx

9.1 Step 1: Test for Exactness

Here, we have:

M (x, y) = x cos(xy) and N (x, y) = y cos(xy)

To check for exactness, calculate the partial derivatives:

∂M
= cos(xy) − xy sin(xy)
∂y

∂N
= cos(xy) − xy sin(xy)
∂x
∂M ∂N
Since ∂y = ∂x , the equation is exact.

9.2 Step 2: Find the Potential Function

We now integrate M (x, y) with respect to x:
Z
F (x, y) = x cos(xy) dx

Using substitution u = xy, this becomes:

sin(xy)
F (x, y) = + g(y)
y

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9.3 Step 3: Find g(y)
Next, differentiate F (x, y) with respect to y:
 
∂F ∂ sin(xy)
= + g(y)
∂y ∂y y

Simplifying:
∂F
= x cos(xy) + g ′ (y)
∂y

Set this equal to N (x, y) = y cos(xy):

x cos(xy) + g ′ (y) = y cos(xy)

Solve for g ′ (y):

g ′ (y) = (y − x) cos(xy)

Integrate to find g(y):

Z
g(y) = (y − x) cos(xy) dy

9.4 Step 4: Final Solution

Once g(y) is determined, substitute it back into F (x, y) and set F (x, y) = C to
obtain the implicit solution to the ODE:

sin(xy)
+ g(y) = C
y
—

10 Non-Exact Equations
If the equation is not exact, we can sometimes make it exact by multiplying
the equation by an integrating factor, which can be a function of x, y, or both.
The integrating factor converts the non-exact equation into an exact one, after
which the methods discussed above can be applied.